See "Fav Pos:" in my profile.
I used to absolutely *hate it*! It hurt, and cramped like crazy, then I'd bleed. The way I got around this was by using a butt plug, starting with a very small one, and very very slowly pushing it in until it just started to hurt, then backing off. LUBE! LUBE! LUBE! is the big trick! If you don't, you can actually injure yourself. It took me months to get to the point of being ready to try it with my sweetie. Then, I had to work on talking him into it!
Now, we do it. It's better sometimes than others. Sometimes it's absolutely fantastic (read my "Anal Pleasures" story in "Members Erotic Stories" here - that's a true story), and other times it's just very nice. We both like it, although it's not an "all the time" thing.
In retrospect, I was doing a couple of things wrong. For one thing, I was not pleasuring myself anally, and giving myself a chance to stretch under no pressure from anyone. For another, a lot of men like to go too fast with it.
One major thing to realize is that you MUST NOT go from anal intercourse to vaginal! If you do, change to a fresh condom, and/or wash thoroughly with an antibacterial soap. This also goes for toys. If they are at all permiable to moisture (most gel toys are), use condoms on them anally, or have separate ones for vaginal and anal use.